Blender currently does not have support for adding sound to your animation. The sound support in Blender is currently just for the Game engine.

You will have to do that in another application.
There are several Free Video Applications. Check the forums at www.elysiun.com, a long list of posts have recently been made for Free graphics/video software. I recommend DDClip Free and Virtual Dub.
Both should turn up download sites with a google search.